Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48435.74 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46234.0 Kr¶

PnL: ---------------------------------------> -1988.25 Kr¶

DD now: ---------------------------------> -6.984 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:34:52.409824'

Anic Portfolio¶

Today¶

Return: -0.073 %¶

This Week¶

Return: -0.073 %¶

Total¶

Return: 58.566 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.120000 829.350000 131.350000 18.820000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.480000 2748.980000 26.980000 0.990000 2721.999993
Stillfront Group 38 -1.960000 711.550000 25.550000 3.720000 686.000016
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Tietoevry 2 -2.120000 647.600000 9.600000 1.500000 638.000000
Vitec Software Group B 1 -1.810000 494.400000 9.400000 1.940000 485.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
SKF B 3 -4.370000 587.850000 -8.150000 -1.370000 596.000001
Embracer Group B 14 -4.310000 679.770000 -9.230000 -1.340000 689.000004
ASSA ABLOY B 2 -1.210000 504.400000 -9.600000 -1.870000 514.000000
Addnode Group B 6 -2.770000 694.200000 -14.800000 -2.090000 709.000002
Avanza Bank Holding 2 -3.510000 494.200000 -16.800000 -3.290000 511.000000
Husqvarna A 7 -3.650000 609.700000 -23.300000 -3.680000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Loomis 6 -2.610000 2013.600000 -29.400000 -1.440000 2043.000000
Husqvarna B 7 -3.630000 610.260000 -29.740000 -4.650000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Collector Bank 29 -5.680000 1199.150000 -34.850000 -2.820000 1233.999996
ITAB Shop Concept 56 -5.340000 655.200000 -35.800000 -5.180000 691.000016
Lagercrantz Group B 5 -1.550000 570.000000 -37.000000 -6.100000 607.000000
Arion Banki SDB 61 -1.640000 658.800000 -38.200000 -5.480000 697.000030
Swedbank A 3 -3.390000 576.900000 -41.100000 -6.650000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Fastighetsbolaget Emilshus B 23 19.180000 643.890000 -51.110000 -7.350000 694.999993
Mips 1 -1.920000 474.300000 -54.700000 -10.340000 529.000000
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Nordea Bank Abp 30 -4.010000 3700.800000 -62.200000 -1.650000 3762.999990
AFRY 3 -3.480000 515.700000 -79.300000 -13.330000 594.999999
Viaplay Group B 4 -5.620000 946.400000 -90.600000 -8.740000 1037.000000
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -3.170000 550.120000 -132.880000 -19.460000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.140000 3548.800000 -589.200000 -14.240000 4138.000000
TOTAL 46234.000000 -1988.250000 -6.98407% 48222.250041

Updated:¶

'2023-03-13 15:35:07.311020'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶